O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2021 Filing

Filed August 9, 2021

Portfolio Value

$5.0B

Holdings

2,670

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (2,670 positions)

StockValue
PSXPHILLIPS 66 COM USD0.01
$2.1M
SUBISHARES SHORT-TERM NATIONAL
$2.1M
GSKGLAXOSMITHKLINE PLC SPON ADR
$2.1M
IWBISHARES RUSSELL 1000 ETF
$2.1M
MTDMETTLER-TOLEDO INTL INC COM USD.01
$2.1M
CVSCVS HEALTH CORP COM USD1
$2.1M
RSRELIANCE STEEL & ALUMINUM CO COM NPV
$2.1M
PC6APETROCHINA CO LTD SPONSORED ADR
$2.0M
ACHCACADIA HEALTHCARE CO INC COM USD.01
$2.0M
NVONOVO NORDISK A/S ADR
$2.0M
DEODIAGEO PLC SPON ADR
$2.0M
SNYSANOFI SPONSORED ADR
$2.0M
VTVVANGUARD VALUE ETF
$2.0M
DHTDHT HOLDINGS INC COM USD.01
$2.0M
CLSEURCELESTICA INC SUB VTG SHS
$2.0M
PKNPERKINELMER INC COM USD1
$2.0M
TPLTEXAS PACIFIC LAND CORP COM
$2.0M
IHS MARKIT LTD COM USD.01
$2.0M
FINVFINVOLUTION GROUP -ADR ADR
$2.0M
CCOCAMECO CORP COM NPV
$2.0M
TRMBTRIMBLE INC COM NPV
$2.0M
MRKMERCK & CO COM NPV
$2.0M
FCXFREEPORT-MCMORAN INC COM NPV
$1.9M
BKBANK OF NEW YORK MELLON CORP COM USD7.5
$1.9M
BXBLACKSTONE GROUP INC COM USD.00001
$1.9M
FQIDIGITAL REALTY TRUST INC COM USD.01
$1.9M
SHWSHERWIN-WILLIAMS CO COM USD1
$1.9M
MTZMASTEC INC COM USD.1
$1.9M
POOLPOOL CORP COM USD.001
$1.9M
HSYHERSHEY CO COM USD1.
$1.9M
AZNASTRAZENECA PLC SPON ADR
$1.9M
SEMSELECT MEDICAL HOLDINGS CORP COM USD.001
$1.9M
MANMANPOWERGROUP COM NPV
$1.9M
RTXRAYTHEON TECHNOLOGIES CORP COM USD5
$1.9M
NUENUCOR CORP COM USD.4
$1.9M
BRXBRIXMOR PROPERTY GROUP INC COM USD.01
$1.9M
PDDPINDUODUO INC -ADR ADR
$1.8M
BLDTOPBUILD CORP COM USD1
$1.8M
ULUNILEVER PLC ADR
$1.8M
APDAIR PRODUCTS & CHEMICALS INC COM USD1
$1.8M
FISFIDELITY NATIONAL INFO SVCS COM
$1.8M
APTVAPTIV PLC ORD USD.01
$1.8M
TECHBIO-TECHNE CORP COM USD.01
$1.8M
WPPWPP PLC ADR
$1.7M
MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR
$1.7M
TDCTERADATA CORP COM USD.01
$1.7M
ITWILLINOIS TOOL WORKS COM NPV
$1.7M
TIMBTIM SA ADR
$1.7M
BG3BIG 5 SPORTING GOODS CORP COM USD.01
$1.7M
MYRGMYR GROUP INC COM USD.01
$1.7M
MODMODINE MANUFACTURING CO COM USD1.25
$1.7M
DECKDECKERS OUTDOOR CORP COM USD.01
$1.7M
FBINFORTUNE BRANDS HOME & SECUR COM USD.01
$1.7M
FMSFRESENIUS MEDICAL CARE AG&CO SPON ADR
$1.7M
BKIEURBLACK KNIGHT INC CL A COM USD.0001
$1.7M
SNASNAP-ON INC COM USD1
$1.7M
FELEFRANKLIN ELECTRIC CO INC COM USD.1
$1.7M
ODFLOLD DOMINION FREIGHT COM USD.1
$1.7M
ONON SEMICONDUCTOR CORP COM USD.01
$1.6M
LPXLOUISIANA-PACIFIC CORP COM USD1
$1.6M
CHDCHURCH & DWIGHT INC COM NPV
$1.6M
BBBLACKBERRY LTD COM NPV
$1.6M
INDUSTRIAS BACHOCO SAB DE CV SPON ADR
$1.6M
TTTRANE TECHNOLOGIES PLC COM USD2
$1.6M
8CWCROWN CASTLE INTL CORP COM USD.01
$1.6M
IPGINTERPUBLIC GROUP OF COS COM USD.1
$1.6M
AMTAMERICAN TOWER CORP COM USD0.01
$1.6M
CDNSCADENCE DESIGN SYSTEMS INC COM USD.01
$1.6M
HEHAWAIIAN ELECTRIC INDS COM NPV
$1.6M
CITCINTAS CORP COM NPV
$1.6M
WBKWESTPAC BANKING SPON ADR
$1.6M
MUMICRON TECHNOLOGY INC COM USD.1
$1.6M
ISRGINTUITIVE SURGICAL INC COM USD.001
$1.6M
SYYSYSCO CORP COM USD1
$1.6M
ROFKFORCE INC COM USD.01
$1.6M
EMREMERSON ELECTRIC CO COM USD1
$1.6M
INVAINNOVIVA INC COM USD.01
$1.6M
CMBMCAMBIUM NETWORKS CORP ORD USD 0.0001
$1.6M
SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR
$1.6M
CRTOCRITEO SA ADR
$1.5M
AWMSKYWORKS SOLUTIONS INC COM USD.25
$1.5M
LLOEWS CORP COM USD1
$1.5M
TJXTJX COS INC (THE) COM USD1
$1.5M
CYDCHINA YUCHAI INTERNATIONAL COM USD.1
$1.5M
HNIHNI CORP COM USD1
$1.5M
JXC1J2 GLOBAL INC COM USD.01
$1.5M
INGING GROEP NV SPON ADR
$1.5M
MRO*MARATHON OIL CORP COM NPV
$1.5M
TNLTRAVEL PLUS LEISURE CO COM USD
$1.5M
ELESTEE LAUDER COMPANIES INC CL A COM USD.01
$1.5M
ABGAMERISOURCEBERGEN CORP COM USD.01
$1.4M
WOOFOOT LOCKER INC COM USD3
$1.4M
ATKRATKORE INC COM USD.01
$1.4M
TTEKTETRA TECH INC COM USD.01
$1.4M
RDS/AROYAL DUTCH SHELL PLC ADR CL A
$1.4M
MDLZMONDELEZ INTERNATIONAL INC CL A COM NPV
$1.4M
BCCBOISE CASCADE CO COM USD.01
$1.4M
EQIXEQUINIX INC COM USD.001
$1.4M
VRTVEURVERITIV CORP COM USD0.01
$1.4M
AONAON PLC CL A ORD
$1.4M
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